How do I convert .xmf file to an .obj file
The "short answer" to your question seems to be, "you can't, yet".

A more complete answer is that in the 3D software world, the ~.xmf file extension seems to be associated with a software package named CAL3D, which is styled as a "character animation library". If an importer is being developed that would allow one to import this file format into Blender, it (or information about it) doesn't seem to have been released yet. It might be that the design philosophy of the developers of CAL3D is such that it might not be easily accomplished. If it is possible, when the add-on is released, one would download and install it, and use Blender to open the ~.xmf file and write the imported file to a file in ~.obj format.